The wonton dough is sold in the frozen food section in most grocery stores. You can sometimes find frozen siu mai dough, although it is primarily found in Asian grocery stores.
The dumplings can be frozen before cooking. To do this, place them separately on a baking sheet lined with parchment paper and cover. Freeze and transfer the dumplings to an airtight container. No need to thaw them before steaming. Count on about 10 minutes of steaming.